+309.8%
MOD vs OSCR
+402.4%
-92.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.5% |
| 7D | +6.3% | +10.7% | -4.3% | +5.0% |
| 30D | -1.7% | +18.3% | -20.0% | -3.8% |
| 3M | -30.1% | +20.5% | -50.6% | -32.3% |
| 6M | +2.7% | +138.5% | -135.8% | -11.6% |
| YTD | +44.1% | +129.7% | -85.6% | +24.1% |
| 1Y | +38.7% | +62.8% | -24.0% | +24.4% |
| 3Y | +309.8% | +411.8% | -102.0% | +203.4% |
| All | +309.8% | +402.4% | -92.7% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling